Palace boss Roy Hodgson has spoken about the failure to conclude a deal to sign Rønnow from Brondby back in January.
"Well it was such late notice," he said.
"The problem with that January transfer window is that we had been following [Frederik] Ronnow, we knew all about him, but there were one or two other goalkeepers as well that we had been following at the time.
"Of course the fact that he did become available, it was such a last minute thing that we didn't really have the chance to pursue it.
"He is a good goalkeeper, but unfortunately it was too late in the day for us to bring about the transfer - partly because we had [Vicente] Guaita in our sights and that was on the verge of being done, and partly because Frederik [Rønnow] was in our opinion, made available too late in the day."